Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49634.54 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43597.57 Kr¶

PnL: ---------------------------------------> -1278.01 Kr¶

DD now: ---------------------------------> -6.562 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 11:15:20.484562'

Anic Portfolio¶

Today¶

Return: 0.115 %¶

Total portfolio value¶

Return including deposits: 62.48 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 5.870000 1512.920000 89.920000 6.320000 1423.000014
Nederman Holding 1 -1.900000 207.000000 8.000000 4.020000 199.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Hennes & Mauritz B 6 -1.140000 914.520000 2.520000 0.280000 912.000000
JM 7 0.820000 947.800000 -2.200000 -0.230000 950.000002
ASSA ABLOY B 4 -0.490000 984.000000 -9.000000 -0.910000 993.000000
Biotage 1 -2.250000 138.800000 -10.200000 -6.850000 149.000000
Atrium Ljungberg B 5 -0.170000 892.500000 -11.500000 -1.270000 904.000000
OX2 12 -1.060000 897.000000 -12.000000 -1.320000 909.000000
Eastnine 6 -2.010000 643.200000 -13.800000 -2.100000 657.000000
Gränges 10 0.390000 1022.000000 -17.000000 -1.640000 1039.000000
Bufab 3 -0.110000 1058.400000 -17.600000 -1.640000 1076.000001
AcadeMedia 20 -1.030000 960.000000 -18.000000 -1.840000 978.000000
BioGaia B 8 0.640000 885.600000 -18.400000 -2.040000 904.000000
Vitec Software Group B 2 -1.900000 1084.000000 -20.000000 -1.810000 1104.000000
Latour B 4 -1.460000 835.600000 -20.400000 -2.380000 856.000000
Vitrolife 3 -0.180000 655.800000 -21.200000 -3.130000 677.000001
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Investor B 3 -0.330000 635.550000 -22.450000 -3.410000 657.999999
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
SKF B 5 0.710000 955.250000 -24.750000 -2.530000 980.000000
Sandvik 4 0.390000 821.600000 -26.400000 -3.110000 848.000000
Alimak Group 12 0.620000 978.000000 -29.000000 -2.880000 1007.000004
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Addnode Group B 7 -1.540000 873.950000 -31.050000 -3.430000 904.999998
Byggmax Group 33 -0.140000 934.560000 -32.440000 -3.350000 966.999990
Sagax B 4 -1.980000 850.800000 -34.200000 -3.860000 885.000000
Hexatronic Group 15 -0.950000 1034.700000 -36.300000 -3.390000 1071.000000
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
EQT 4 -2.830000 825.200000 -47.800000 -5.480000 873.000000
Platzer Fastigheter Holding B 12 -1.060000 898.800000 -52.200000 -5.490000 951.000000
HEXPOL B 8 -3.990000 904.000000 -53.000000 -5.540000 957.000000
Catena 2 -0.950000 749.200000 -56.800000 -7.050000 806.000000
Hexagon B 26 -0.920000 3352.700000 -67.300000 -1.970000 3420.000012
Orrön Energy 170 -3.890000 1974.550000 -71.450000 -3.490000 2045.999980
VEF 788 -0.700000 1799.790000 -103.210000 -5.420000 1903.000300
Sedana Medical 93 1.230000 2596.560000 -387.020000 -12.970000 2983.577733
TOTAL 43597.050000 -1278.530000 -6.56835% 44875.578016

Updated:¶

'2023-06-21 11:14:44.198382'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶